Directory traversal vulnerability in Microsoft Windows Media Player 7.1 and Windows Media Player for Windows XP allows remote attackers to execute arbitrary code via a skins file with a URL containing hex-encoded backslash characters (%5C) that causes an executable to be placed in an arbitrary location.
https://oval.cisecurity.org/repository/search/definition/oval%3Aorg.mitre.oval%3Adef%3A321
https://exchange.xforce.ibmcloud.com/vulnerabilities/11953
https://docs.microsoft.com/en-us/security-updates/securitybulletins/2003/ms03-017
http://www.kb.cert.org/vuls/id/384932
http://marc.info/?l=ntbugtraq&m=105233960728901&w=2